-92.5%
CDE vs PCAR
+13,330.7%
-13,423.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.3% |
| 7D | +3.1% | +2.2% | +0.9% | +2.5% |
| 30D | -10.3% | +0.3% | -10.7% | -10.4% |
| 3M | -19.1% | -17.9% | -1.2% | -15.0% |
| 6M | -24.0% | -3.4% | -20.6% | -23.3% |
| YTD | -15.6% | -0.1% | -15.5% | -15.1% |
| 1Y | -1.1% | +13.4% | -14.5% | -3.7% |
| 3Y | +613.1% | +37.2% | +575.9% | +555.1% |
| 5Y | +109.3% | +117.3% | -8.1% | +72.1% |
| 10Y | +64.4% | +295.0% | -230.5% | +16.7% |
| All | -92.5% | +13,330.7% | -13,423.2% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling